Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47503.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46108.06 Kr¶

PnL: ---------------------------------------> -780.51 Kr¶

DD now: ---------------------------------> -2.317 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:54:42.557188'

Anic Portfolio¶

Today¶

Return: -0.935 %¶

This Week¶

Return: -0.855 %¶

Total¶

Return: 55.513 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.850000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -1.330000 614.190000 37.190000 6.450000 576.999999
MedCap 2 0.440000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.130000 390.400000 35.400000 9.970000 355.000000
SAAB B 8 0.020000 3408.000000 31.000000 0.920000 3377.000000
AcadeMedia 12 -3.750000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.440000 600.600000 26.600000 4.630000 573.999998
HMS Networks 2 -2.760000 691.200000 18.200000 2.700000 673.000000
Swedbank A 3 -0.340000 579.150000 15.150000 2.690000 564.000000
Boozt 12 -1.770000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.200000 581.520000 11.520000 2.020000 570.000000
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Nordea Bank Abp 29 0.170000 3460.280000 6.280000 0.180000 3453.999992
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Coor Service Management Hold. 8 -1.180000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Intrum 4 -2.930000 529.400000 2.400000 0.460000 527.000000
Samhällsbyggnadsbo. i Norden D 12 -0.770000 248.400000 2.400000 0.980000 246.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
CTEK 13 0.150000 518.180000 -15.820000 -2.960000 533.999999
Essity B 2 -1.250000 553.600000 -20.400000 -3.550000 574.000000
Midsona B 63 -2.200000 561.330000 -21.670000 -3.720000 582.999984
Essity A 4 -1.950000 1108.000000 -41.000000 -3.570000 1149.000000
International Petroleum Corp. 5 -1.790000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 -0.220000 3575.000000 -181.000000 -4.820000 3756.000001
OX2 18 -3.110000 1403.100000 -260.900000 -15.680000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46108.060000 -780.510000 -2.31722% 46888.564618

Updated:¶

'2023-01-25 15:54:55.415808'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶